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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 08:39:10 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/07/t1228664419v6p2ik63b0a89xu.htm/, Retrieved Sun, 19 May 2024 09:17:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30103, Retrieved Sun, 19 May 2024 09:17:10 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

192

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP     [(Partial) Autocorrelation Function] [ACF d=o en D=0] [2008-12-06 12:48:15] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P         [(Partial) Autocorrelation Function] [ACF d=0 en D=0 la...] [2008-12-07 15:39:10] [a8228479d4547a92e2d3f176a5299609] [Current]
-   P           [(Partial) Autocorrelation Function] [acf ] [2008-12-08 11:41:37] [ed2ba3b6182103c15c0ab511ae4e6284] 
F   P             [(Partial) Autocorrelation Function] [acf] [2008-12-08 19:38:35] [4ad596f10399a71ad29b7d76e6ab90ac] 
F                 [(Partial) Autocorrelation Function] [] [2008-12-08 21:14:50] [28075c6928548bea087cb2be962cfe7e] 
-                 [(Partial) Autocorrelation Function] [ACF] [2008-12-09 00:20:22] [4ddbf81f78ea7c738951638c7e93f6ee] 
-                 [(Partial) Autocorrelation Function] [] [2008-12-09 00:24:15] [29747f79f5beb5b2516e1271770ecb47] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30103&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30103&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30103&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.915152	7.1476	0
2	0.870708	6.8004	0
3	0.828587	6.4715	0
4	0.788458	6.1581	0
5	0.747802	5.8405	0
6	0.737136	5.7572	0
7	0.647992	5.061	2e-06
8	0.599871	4.6851	8e-06
9	0.552837	4.3178	2.9e-05
10	0.50883	3.9741	9.5e-05
11	0.464673	3.6292	0.000291
12	0.452119	3.5312	0.000397
13	0.37151	2.9016	0.002579
14	0.329953	2.577	0.0062
15	0.288162	2.2506	0.014013
16	0.244652	1.9108	0.030367
17	0.196795	1.537	0.064731
18	0.182266	1.4235	0.079837
19	0.10631	0.8303	0.2048
20	0.065564	0.5121	0.305225
21	0.026512	0.2071	0.418323
22	-0.014944	-0.1167	0.453734
23	-0.050552	-0.3948	0.347174
24	-0.055813	-0.4359	0.332219
25	-0.115083	-0.8988	0.18614
26	-0.145549	-1.1368	0.13004
27	-0.182255	-1.4235	0.079849
28	-0.214892	-1.6784	0.049197
29	-0.238167	-1.8601	0.033844
30	-0.242265	-1.8921	0.03161
31	-0.289608	-2.2619	0.013639
32	-0.309862	-2.4201	0.009255
33	-0.333915	-2.608	0.005719
34	-0.349993	-2.7335	0.004094
35	-0.360957	-2.8192	0.003242
36	-0.356397	-2.7835	0.003574
37	-0.388805	-3.0367	0.001758
38	-0.396464	-3.0965	0.001479
39	-0.401583	-3.1365	0.001316
40	-0.406135	-3.172	0.001185
41	-0.410253	-3.2042	0.001078
42	-0.396341	-3.0955	0.001483
43	-0.406539	-3.1752	0.001174
44	-0.3968	-3.0991	0.001467
45	-0.385922	-3.0141	0.001875
46	-0.380483	-2.9717	0.002117
47	-0.37527	-2.931	0.002375
48	-0.355812	-2.779	0.003619
49	-0.352373	-2.7521	0.003893
50	-0.329438	-2.573	0.006265
51	-0.307831	-2.4042	0.009629
52	-0.285054	-2.2263	0.014847
53	-0.259402	-2.026	0.023573
54	-0.225125	-1.7583	0.041858
55	-0.199574	-1.5587	0.062118
56	-0.163909	-1.2802	0.102666
57	-0.132931	-1.0382	0.151633
58	-0.103932	-0.8117	0.210049
59	-0.07227	-0.5644	0.287259
60	-0.033392	-0.2608	0.397563

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915152 & 7.1476 & 0 \tabularnewline
2 & 0.870708 & 6.8004 & 0 \tabularnewline
3 & 0.828587 & 6.4715 & 0 \tabularnewline
4 & 0.788458 & 6.1581 & 0 \tabularnewline
5 & 0.747802 & 5.8405 & 0 \tabularnewline
6 & 0.737136 & 5.7572 & 0 \tabularnewline
7 & 0.647992 & 5.061 & 2e-06 \tabularnewline
8 & 0.599871 & 4.6851 & 8e-06 \tabularnewline
9 & 0.552837 & 4.3178 & 2.9e-05 \tabularnewline
10 & 0.50883 & 3.9741 & 9.5e-05 \tabularnewline
11 & 0.464673 & 3.6292 & 0.000291 \tabularnewline
12 & 0.452119 & 3.5312 & 0.000397 \tabularnewline
13 & 0.37151 & 2.9016 & 0.002579 \tabularnewline
14 & 0.329953 & 2.577 & 0.0062 \tabularnewline
15 & 0.288162 & 2.2506 & 0.014013 \tabularnewline
16 & 0.244652 & 1.9108 & 0.030367 \tabularnewline
17 & 0.196795 & 1.537 & 0.064731 \tabularnewline
18 & 0.182266 & 1.4235 & 0.079837 \tabularnewline
19 & 0.10631 & 0.8303 & 0.2048 \tabularnewline
20 & 0.065564 & 0.5121 & 0.305225 \tabularnewline
21 & 0.026512 & 0.2071 & 0.418323 \tabularnewline
22 & -0.014944 & -0.1167 & 0.453734 \tabularnewline
23 & -0.050552 & -0.3948 & 0.347174 \tabularnewline
24 & -0.055813 & -0.4359 & 0.332219 \tabularnewline
25 & -0.115083 & -0.8988 & 0.18614 \tabularnewline
26 & -0.145549 & -1.1368 & 0.13004 \tabularnewline
27 & -0.182255 & -1.4235 & 0.079849 \tabularnewline
28 & -0.214892 & -1.6784 & 0.049197 \tabularnewline
29 & -0.238167 & -1.8601 & 0.033844 \tabularnewline
30 & -0.242265 & -1.8921 & 0.03161 \tabularnewline
31 & -0.289608 & -2.2619 & 0.013639 \tabularnewline
32 & -0.309862 & -2.4201 & 0.009255 \tabularnewline
33 & -0.333915 & -2.608 & 0.005719 \tabularnewline
34 & -0.349993 & -2.7335 & 0.004094 \tabularnewline
35 & -0.360957 & -2.8192 & 0.003242 \tabularnewline
36 & -0.356397 & -2.7835 & 0.003574 \tabularnewline
37 & -0.388805 & -3.0367 & 0.001758 \tabularnewline
38 & -0.396464 & -3.0965 & 0.001479 \tabularnewline
39 & -0.401583 & -3.1365 & 0.001316 \tabularnewline
40 & -0.406135 & -3.172 & 0.001185 \tabularnewline
41 & -0.410253 & -3.2042 & 0.001078 \tabularnewline
42 & -0.396341 & -3.0955 & 0.001483 \tabularnewline
43 & -0.406539 & -3.1752 & 0.001174 \tabularnewline
44 & -0.3968 & -3.0991 & 0.001467 \tabularnewline
45 & -0.385922 & -3.0141 & 0.001875 \tabularnewline
46 & -0.380483 & -2.9717 & 0.002117 \tabularnewline
47 & -0.37527 & -2.931 & 0.002375 \tabularnewline
48 & -0.355812 & -2.779 & 0.003619 \tabularnewline
49 & -0.352373 & -2.7521 & 0.003893 \tabularnewline
50 & -0.329438 & -2.573 & 0.006265 \tabularnewline
51 & -0.307831 & -2.4042 & 0.009629 \tabularnewline
52 & -0.285054 & -2.2263 & 0.014847 \tabularnewline
53 & -0.259402 & -2.026 & 0.023573 \tabularnewline
54 & -0.225125 & -1.7583 & 0.041858 \tabularnewline
55 & -0.199574 & -1.5587 & 0.062118 \tabularnewline
56 & -0.163909 & -1.2802 & 0.102666 \tabularnewline
57 & -0.132931 & -1.0382 & 0.151633 \tabularnewline
58 & -0.103932 & -0.8117 & 0.210049 \tabularnewline
59 & -0.07227 & -0.5644 & 0.287259 \tabularnewline
60 & -0.033392 & -0.2608 & 0.397563 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30103&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.915152[/C][C]7.1476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.870708[/C][C]6.8004[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.828587[/C][C]6.4715[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.788458[/C][C]6.1581[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.747802[/C][C]5.8405[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.737136[/C][C]5.7572[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.647992[/C][C]5.061[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.599871[/C][C]4.6851[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.552837[/C][C]4.3178[/C][C]2.9e-05[/C][/ROW]
[ROW][C]10[/C][C]0.50883[/C][C]3.9741[/C][C]9.5e-05[/C][/ROW]
[ROW][C]11[/C][C]0.464673[/C][C]3.6292[/C][C]0.000291[/C][/ROW]
[ROW][C]12[/C][C]0.452119[/C][C]3.5312[/C][C]0.000397[/C][/ROW]
[ROW][C]13[/C][C]0.37151[/C][C]2.9016[/C][C]0.002579[/C][/ROW]
[ROW][C]14[/C][C]0.329953[/C][C]2.577[/C][C]0.0062[/C][/ROW]
[ROW][C]15[/C][C]0.288162[/C][C]2.2506[/C][C]0.014013[/C][/ROW]
[ROW][C]16[/C][C]0.244652[/C][C]1.9108[/C][C]0.030367[/C][/ROW]
[ROW][C]17[/C][C]0.196795[/C][C]1.537[/C][C]0.064731[/C][/ROW]
[ROW][C]18[/C][C]0.182266[/C][C]1.4235[/C][C]0.079837[/C][/ROW]
[ROW][C]19[/C][C]0.10631[/C][C]0.8303[/C][C]0.2048[/C][/ROW]
[ROW][C]20[/C][C]0.065564[/C][C]0.5121[/C][C]0.305225[/C][/ROW]
[ROW][C]21[/C][C]0.026512[/C][C]0.2071[/C][C]0.418323[/C][/ROW]
[ROW][C]22[/C][C]-0.014944[/C][C]-0.1167[/C][C]0.453734[/C][/ROW]
[ROW][C]23[/C][C]-0.050552[/C][C]-0.3948[/C][C]0.347174[/C][/ROW]
[ROW][C]24[/C][C]-0.055813[/C][C]-0.4359[/C][C]0.332219[/C][/ROW]
[ROW][C]25[/C][C]-0.115083[/C][C]-0.8988[/C][C]0.18614[/C][/ROW]
[ROW][C]26[/C][C]-0.145549[/C][C]-1.1368[/C][C]0.13004[/C][/ROW]
[ROW][C]27[/C][C]-0.182255[/C][C]-1.4235[/C][C]0.079849[/C][/ROW]
[ROW][C]28[/C][C]-0.214892[/C][C]-1.6784[/C][C]0.049197[/C][/ROW]
[ROW][C]29[/C][C]-0.238167[/C][C]-1.8601[/C][C]0.033844[/C][/ROW]
[ROW][C]30[/C][C]-0.242265[/C][C]-1.8921[/C][C]0.03161[/C][/ROW]
[ROW][C]31[/C][C]-0.289608[/C][C]-2.2619[/C][C]0.013639[/C][/ROW]
[ROW][C]32[/C][C]-0.309862[/C][C]-2.4201[/C][C]0.009255[/C][/ROW]
[ROW][C]33[/C][C]-0.333915[/C][C]-2.608[/C][C]0.005719[/C][/ROW]
[ROW][C]34[/C][C]-0.349993[/C][C]-2.7335[/C][C]0.004094[/C][/ROW]
[ROW][C]35[/C][C]-0.360957[/C][C]-2.8192[/C][C]0.003242[/C][/ROW]
[ROW][C]36[/C][C]-0.356397[/C][C]-2.7835[/C][C]0.003574[/C][/ROW]
[ROW][C]37[/C][C]-0.388805[/C][C]-3.0367[/C][C]0.001758[/C][/ROW]
[ROW][C]38[/C][C]-0.396464[/C][C]-3.0965[/C][C]0.001479[/C][/ROW]
[ROW][C]39[/C][C]-0.401583[/C][C]-3.1365[/C][C]0.001316[/C][/ROW]
[ROW][C]40[/C][C]-0.406135[/C][C]-3.172[/C][C]0.001185[/C][/ROW]
[ROW][C]41[/C][C]-0.410253[/C][C]-3.2042[/C][C]0.001078[/C][/ROW]
[ROW][C]42[/C][C]-0.396341[/C][C]-3.0955[/C][C]0.001483[/C][/ROW]
[ROW][C]43[/C][C]-0.406539[/C][C]-3.1752[/C][C]0.001174[/C][/ROW]
[ROW][C]44[/C][C]-0.3968[/C][C]-3.0991[/C][C]0.001467[/C][/ROW]
[ROW][C]45[/C][C]-0.385922[/C][C]-3.0141[/C][C]0.001875[/C][/ROW]
[ROW][C]46[/C][C]-0.380483[/C][C]-2.9717[/C][C]0.002117[/C][/ROW]
[ROW][C]47[/C][C]-0.37527[/C][C]-2.931[/C][C]0.002375[/C][/ROW]
[ROW][C]48[/C][C]-0.355812[/C][C]-2.779[/C][C]0.003619[/C][/ROW]
[ROW][C]49[/C][C]-0.352373[/C][C]-2.7521[/C][C]0.003893[/C][/ROW]
[ROW][C]50[/C][C]-0.329438[/C][C]-2.573[/C][C]0.006265[/C][/ROW]
[ROW][C]51[/C][C]-0.307831[/C][C]-2.4042[/C][C]0.009629[/C][/ROW]
[ROW][C]52[/C][C]-0.285054[/C][C]-2.2263[/C][C]0.014847[/C][/ROW]
[ROW][C]53[/C][C]-0.259402[/C][C]-2.026[/C][C]0.023573[/C][/ROW]
[ROW][C]54[/C][C]-0.225125[/C][C]-1.7583[/C][C]0.041858[/C][/ROW]
[ROW][C]55[/C][C]-0.199574[/C][C]-1.5587[/C][C]0.062118[/C][/ROW]
[ROW][C]56[/C][C]-0.163909[/C][C]-1.2802[/C][C]0.102666[/C][/ROW]
[ROW][C]57[/C][C]-0.132931[/C][C]-1.0382[/C][C]0.151633[/C][/ROW]
[ROW][C]58[/C][C]-0.103932[/C][C]-0.8117[/C][C]0.210049[/C][/ROW]
[ROW][C]59[/C][C]-0.07227[/C][C]-0.5644[/C][C]0.287259[/C][/ROW]
[ROW][C]60[/C][C]-0.033392[/C][C]-0.2608[/C][C]0.397563[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30103&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30103&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.915152	7.1476	0
2	0.870708	6.8004	0
3	0.828587	6.4715	0
4	0.788458	6.1581	0
5	0.747802	5.8405	0
6	0.737136	5.7572	0
7	0.647992	5.061	2e-06
8	0.599871	4.6851	8e-06
9	0.552837	4.3178	2.9e-05
10	0.50883	3.9741	9.5e-05
11	0.464673	3.6292	0.000291
12	0.452119	3.5312	0.000397
13	0.37151	2.9016	0.002579
14	0.329953	2.577	0.0062
15	0.288162	2.2506	0.014013
16	0.244652	1.9108	0.030367
17	0.196795	1.537	0.064731
18	0.182266	1.4235	0.079837
19	0.10631	0.8303	0.2048
20	0.065564	0.5121	0.305225
21	0.026512	0.2071	0.418323
22	-0.014944	-0.1167	0.453734
23	-0.050552	-0.3948	0.347174
24	-0.055813	-0.4359	0.332219
25	-0.115083	-0.8988	0.18614
26	-0.145549	-1.1368	0.13004
27	-0.182255	-1.4235	0.079849
28	-0.214892	-1.6784	0.049197
29	-0.238167	-1.8601	0.033844
30	-0.242265	-1.8921	0.03161
31	-0.289608	-2.2619	0.013639
32	-0.309862	-2.4201	0.009255
33	-0.333915	-2.608	0.005719
34	-0.349993	-2.7335	0.004094
35	-0.360957	-2.8192	0.003242
36	-0.356397	-2.7835	0.003574
37	-0.388805	-3.0367	0.001758
38	-0.396464	-3.0965	0.001479
39	-0.401583	-3.1365	0.001316
40	-0.406135	-3.172	0.001185
41	-0.410253	-3.2042	0.001078
42	-0.396341	-3.0955	0.001483
43	-0.406539	-3.1752	0.001174
44	-0.3968	-3.0991	0.001467
45	-0.385922	-3.0141	0.001875
46	-0.380483	-2.9717	0.002117
47	-0.37527	-2.931	0.002375
48	-0.355812	-2.779	0.003619
49	-0.352373	-2.7521	0.003893
50	-0.329438	-2.573	0.006265
51	-0.307831	-2.4042	0.009629
52	-0.285054	-2.2263	0.014847
53	-0.259402	-2.026	0.023573
54	-0.225125	-1.7583	0.041858
55	-0.199574	-1.5587	0.062118
56	-0.163909	-1.2802	0.102666
57	-0.132931	-1.0382	0.151633
58	-0.103932	-0.8117	0.210049
59	-0.07227	-0.5644	0.287259
60	-0.033392	-0.2608	0.397563

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.915152	7.1476	0
2	0.20434	1.596	0.057834
3	0.04867	0.3801	0.352586
4	0.011322	0.0884	0.464913
5	-0.013269	-0.1036	0.458899
6	0.172837	1.3499	0.091018
7	-0.432505	-3.378	0.000638
8	0.060916	0.4758	0.317969
9	0.008273	0.0646	0.474346
10	0.004345	0.0339	0.486519
11	-0.000234	-0.0018	0.499275
12	0.090031	0.7032	0.242314
13	-0.218149	-1.7038	0.046754
14	0.014187	0.1108	0.456067
15	-0.005683	-0.0444	0.482371
16	-0.045445	-0.3549	0.361929
17	-0.052468	-0.4098	0.341699
18	0.053422	0.4172	0.338983
19	-0.142671	-1.1143	0.134761
20	-0.027847	-0.2175	0.414276
21	0.00136	0.0106	0.49578
22	-0.037338	-0.2916	0.385785
23	0.048471	0.3786	0.353159
24	0.022879	0.1787	0.429387
25	-0.072502	-0.5663	0.286648
26	-0.058061	-0.4535	0.325909
27	-0.086063	-0.6722	0.252005
28	0.006928	0.0541	0.478513
29	0.041744	0.326	0.372759
30	-0.060018	-0.4688	0.320457
31	-0.018082	-0.1412	0.444078
32	-0.023188	-0.1811	0.428444
33	-0.028176	-0.2201	0.413278
34	0.02809	0.2194	0.413538
35	-0.008979	-0.0701	0.472162
36	-0.039197	-0.3061	0.380271
37	-0.025858	-0.202	0.42031
38	-0.019194	-0.1499	0.440665
39	0.030182	0.2357	0.407217
40	-0.03902	-0.3048	0.380793
41	-0.048593	-0.3795	0.352809
42	0.022207	0.1734	0.43144
43	0.058617	0.4578	0.324356
44	-0.018739	-0.1464	0.44206
45	0.01907	0.1489	0.441045
46	-0.051019	-0.3985	0.345839
47	-0.049567	-0.3871	0.350002
48	-0.008437	-0.0659	0.473838
49	0.04186	0.3269	0.372417
50	0.024722	0.1931	0.423767
51	0.019734	0.1541	0.439008
52	0.055339	0.4322	0.333555
53	0.032463	0.2535	0.400351
54	-0.01326	-0.1036	0.458929
55	0.056854	0.444	0.329291
56	0.013206	0.1031	0.459093
57	-0.01203	-0.094	0.462724
58	-0.004765	-0.0372	0.485216
59	0.030117	0.2352	0.407412
60	0.015886	0.1241	0.450833

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915152 & 7.1476 & 0 \tabularnewline
2 & 0.20434 & 1.596 & 0.057834 \tabularnewline
3 & 0.04867 & 0.3801 & 0.352586 \tabularnewline
4 & 0.011322 & 0.0884 & 0.464913 \tabularnewline
5 & -0.013269 & -0.1036 & 0.458899 \tabularnewline
6 & 0.172837 & 1.3499 & 0.091018 \tabularnewline
7 & -0.432505 & -3.378 & 0.000638 \tabularnewline
8 & 0.060916 & 0.4758 & 0.317969 \tabularnewline
9 & 0.008273 & 0.0646 & 0.474346 \tabularnewline
10 & 0.004345 & 0.0339 & 0.486519 \tabularnewline
11 & -0.000234 & -0.0018 & 0.499275 \tabularnewline
12 & 0.090031 & 0.7032 & 0.242314 \tabularnewline
13 & -0.218149 & -1.7038 & 0.046754 \tabularnewline
14 & 0.014187 & 0.1108 & 0.456067 \tabularnewline
15 & -0.005683 & -0.0444 & 0.482371 \tabularnewline
16 & -0.045445 & -0.3549 & 0.361929 \tabularnewline
17 & -0.052468 & -0.4098 & 0.341699 \tabularnewline
18 & 0.053422 & 0.4172 & 0.338983 \tabularnewline
19 & -0.142671 & -1.1143 & 0.134761 \tabularnewline
20 & -0.027847 & -0.2175 & 0.414276 \tabularnewline
21 & 0.00136 & 0.0106 & 0.49578 \tabularnewline
22 & -0.037338 & -0.2916 & 0.385785 \tabularnewline
23 & 0.048471 & 0.3786 & 0.353159 \tabularnewline
24 & 0.022879 & 0.1787 & 0.429387 \tabularnewline
25 & -0.072502 & -0.5663 & 0.286648 \tabularnewline
26 & -0.058061 & -0.4535 & 0.325909 \tabularnewline
27 & -0.086063 & -0.6722 & 0.252005 \tabularnewline
28 & 0.006928 & 0.0541 & 0.478513 \tabularnewline
29 & 0.041744 & 0.326 & 0.372759 \tabularnewline
30 & -0.060018 & -0.4688 & 0.320457 \tabularnewline
31 & -0.018082 & -0.1412 & 0.444078 \tabularnewline
32 & -0.023188 & -0.1811 & 0.428444 \tabularnewline
33 & -0.028176 & -0.2201 & 0.413278 \tabularnewline
34 & 0.02809 & 0.2194 & 0.413538 \tabularnewline
35 & -0.008979 & -0.0701 & 0.472162 \tabularnewline
36 & -0.039197 & -0.3061 & 0.380271 \tabularnewline
37 & -0.025858 & -0.202 & 0.42031 \tabularnewline
38 & -0.019194 & -0.1499 & 0.440665 \tabularnewline
39 & 0.030182 & 0.2357 & 0.407217 \tabularnewline
40 & -0.03902 & -0.3048 & 0.380793 \tabularnewline
41 & -0.048593 & -0.3795 & 0.352809 \tabularnewline
42 & 0.022207 & 0.1734 & 0.43144 \tabularnewline
43 & 0.058617 & 0.4578 & 0.324356 \tabularnewline
44 & -0.018739 & -0.1464 & 0.44206 \tabularnewline
45 & 0.01907 & 0.1489 & 0.441045 \tabularnewline
46 & -0.051019 & -0.3985 & 0.345839 \tabularnewline
47 & -0.049567 & -0.3871 & 0.350002 \tabularnewline
48 & -0.008437 & -0.0659 & 0.473838 \tabularnewline
49 & 0.04186 & 0.3269 & 0.372417 \tabularnewline
50 & 0.024722 & 0.1931 & 0.423767 \tabularnewline
51 & 0.019734 & 0.1541 & 0.439008 \tabularnewline
52 & 0.055339 & 0.4322 & 0.333555 \tabularnewline
53 & 0.032463 & 0.2535 & 0.400351 \tabularnewline
54 & -0.01326 & -0.1036 & 0.458929 \tabularnewline
55 & 0.056854 & 0.444 & 0.329291 \tabularnewline
56 & 0.013206 & 0.1031 & 0.459093 \tabularnewline
57 & -0.01203 & -0.094 & 0.462724 \tabularnewline
58 & -0.004765 & -0.0372 & 0.485216 \tabularnewline
59 & 0.030117 & 0.2352 & 0.407412 \tabularnewline
60 & 0.015886 & 0.1241 & 0.450833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30103&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.915152[/C][C]7.1476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.20434[/C][C]1.596[/C][C]0.057834[/C][/ROW]
[ROW][C]3[/C][C]0.04867[/C][C]0.3801[/C][C]0.352586[/C][/ROW]
[ROW][C]4[/C][C]0.011322[/C][C]0.0884[/C][C]0.464913[/C][/ROW]
[ROW][C]5[/C][C]-0.013269[/C][C]-0.1036[/C][C]0.458899[/C][/ROW]
[ROW][C]6[/C][C]0.172837[/C][C]1.3499[/C][C]0.091018[/C][/ROW]
[ROW][C]7[/C][C]-0.432505[/C][C]-3.378[/C][C]0.000638[/C][/ROW]
[ROW][C]8[/C][C]0.060916[/C][C]0.4758[/C][C]0.317969[/C][/ROW]
[ROW][C]9[/C][C]0.008273[/C][C]0.0646[/C][C]0.474346[/C][/ROW]
[ROW][C]10[/C][C]0.004345[/C][C]0.0339[/C][C]0.486519[/C][/ROW]
[ROW][C]11[/C][C]-0.000234[/C][C]-0.0018[/C][C]0.499275[/C][/ROW]
[ROW][C]12[/C][C]0.090031[/C][C]0.7032[/C][C]0.242314[/C][/ROW]
[ROW][C]13[/C][C]-0.218149[/C][C]-1.7038[/C][C]0.046754[/C][/ROW]
[ROW][C]14[/C][C]0.014187[/C][C]0.1108[/C][C]0.456067[/C][/ROW]
[ROW][C]15[/C][C]-0.005683[/C][C]-0.0444[/C][C]0.482371[/C][/ROW]
[ROW][C]16[/C][C]-0.045445[/C][C]-0.3549[/C][C]0.361929[/C][/ROW]
[ROW][C]17[/C][C]-0.052468[/C][C]-0.4098[/C][C]0.341699[/C][/ROW]
[ROW][C]18[/C][C]0.053422[/C][C]0.4172[/C][C]0.338983[/C][/ROW]
[ROW][C]19[/C][C]-0.142671[/C][C]-1.1143[/C][C]0.134761[/C][/ROW]
[ROW][C]20[/C][C]-0.027847[/C][C]-0.2175[/C][C]0.414276[/C][/ROW]
[ROW][C]21[/C][C]0.00136[/C][C]0.0106[/C][C]0.49578[/C][/ROW]
[ROW][C]22[/C][C]-0.037338[/C][C]-0.2916[/C][C]0.385785[/C][/ROW]
[ROW][C]23[/C][C]0.048471[/C][C]0.3786[/C][C]0.353159[/C][/ROW]
[ROW][C]24[/C][C]0.022879[/C][C]0.1787[/C][C]0.429387[/C][/ROW]
[ROW][C]25[/C][C]-0.072502[/C][C]-0.5663[/C][C]0.286648[/C][/ROW]
[ROW][C]26[/C][C]-0.058061[/C][C]-0.4535[/C][C]0.325909[/C][/ROW]
[ROW][C]27[/C][C]-0.086063[/C][C]-0.6722[/C][C]0.252005[/C][/ROW]
[ROW][C]28[/C][C]0.006928[/C][C]0.0541[/C][C]0.478513[/C][/ROW]
[ROW][C]29[/C][C]0.041744[/C][C]0.326[/C][C]0.372759[/C][/ROW]
[ROW][C]30[/C][C]-0.060018[/C][C]-0.4688[/C][C]0.320457[/C][/ROW]
[ROW][C]31[/C][C]-0.018082[/C][C]-0.1412[/C][C]0.444078[/C][/ROW]
[ROW][C]32[/C][C]-0.023188[/C][C]-0.1811[/C][C]0.428444[/C][/ROW]
[ROW][C]33[/C][C]-0.028176[/C][C]-0.2201[/C][C]0.413278[/C][/ROW]
[ROW][C]34[/C][C]0.02809[/C][C]0.2194[/C][C]0.413538[/C][/ROW]
[ROW][C]35[/C][C]-0.008979[/C][C]-0.0701[/C][C]0.472162[/C][/ROW]
[ROW][C]36[/C][C]-0.039197[/C][C]-0.3061[/C][C]0.380271[/C][/ROW]
[ROW][C]37[/C][C]-0.025858[/C][C]-0.202[/C][C]0.42031[/C][/ROW]
[ROW][C]38[/C][C]-0.019194[/C][C]-0.1499[/C][C]0.440665[/C][/ROW]
[ROW][C]39[/C][C]0.030182[/C][C]0.2357[/C][C]0.407217[/C][/ROW]
[ROW][C]40[/C][C]-0.03902[/C][C]-0.3048[/C][C]0.380793[/C][/ROW]
[ROW][C]41[/C][C]-0.048593[/C][C]-0.3795[/C][C]0.352809[/C][/ROW]
[ROW][C]42[/C][C]0.022207[/C][C]0.1734[/C][C]0.43144[/C][/ROW]
[ROW][C]43[/C][C]0.058617[/C][C]0.4578[/C][C]0.324356[/C][/ROW]
[ROW][C]44[/C][C]-0.018739[/C][C]-0.1464[/C][C]0.44206[/C][/ROW]
[ROW][C]45[/C][C]0.01907[/C][C]0.1489[/C][C]0.441045[/C][/ROW]
[ROW][C]46[/C][C]-0.051019[/C][C]-0.3985[/C][C]0.345839[/C][/ROW]
[ROW][C]47[/C][C]-0.049567[/C][C]-0.3871[/C][C]0.350002[/C][/ROW]
[ROW][C]48[/C][C]-0.008437[/C][C]-0.0659[/C][C]0.473838[/C][/ROW]
[ROW][C]49[/C][C]0.04186[/C][C]0.3269[/C][C]0.372417[/C][/ROW]
[ROW][C]50[/C][C]0.024722[/C][C]0.1931[/C][C]0.423767[/C][/ROW]
[ROW][C]51[/C][C]0.019734[/C][C]0.1541[/C][C]0.439008[/C][/ROW]
[ROW][C]52[/C][C]0.055339[/C][C]0.4322[/C][C]0.333555[/C][/ROW]
[ROW][C]53[/C][C]0.032463[/C][C]0.2535[/C][C]0.400351[/C][/ROW]
[ROW][C]54[/C][C]-0.01326[/C][C]-0.1036[/C][C]0.458929[/C][/ROW]
[ROW][C]55[/C][C]0.056854[/C][C]0.444[/C][C]0.329291[/C][/ROW]
[ROW][C]56[/C][C]0.013206[/C][C]0.1031[/C][C]0.459093[/C][/ROW]
[ROW][C]57[/C][C]-0.01203[/C][C]-0.094[/C][C]0.462724[/C][/ROW]
[ROW][C]58[/C][C]-0.004765[/C][C]-0.0372[/C][C]0.485216[/C][/ROW]
[ROW][C]59[/C][C]0.030117[/C][C]0.2352[/C][C]0.407412[/C][/ROW]
[ROW][C]60[/C][C]0.015886[/C][C]0.1241[/C][C]0.450833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30103&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30103&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.915152	7.1476	0
2	0.20434	1.596	0.057834
3	0.04867	0.3801	0.352586
4	0.011322	0.0884	0.464913
5	-0.013269	-0.1036	0.458899
6	0.172837	1.3499	0.091018
7	-0.432505	-3.378	0.000638
8	0.060916	0.4758	0.317969
9	0.008273	0.0646	0.474346
10	0.004345	0.0339	0.486519
11	-0.000234	-0.0018	0.499275
12	0.090031	0.7032	0.242314
13	-0.218149	-1.7038	0.046754
14	0.014187	0.1108	0.456067
15	-0.005683	-0.0444	0.482371
16	-0.045445	-0.3549	0.361929
17	-0.052468	-0.4098	0.341699
18	0.053422	0.4172	0.338983
19	-0.142671	-1.1143	0.134761
20	-0.027847	-0.2175	0.414276
21	0.00136	0.0106	0.49578
22	-0.037338	-0.2916	0.385785
23	0.048471	0.3786	0.353159
24	0.022879	0.1787	0.429387
25	-0.072502	-0.5663	0.286648
26	-0.058061	-0.4535	0.325909
27	-0.086063	-0.6722	0.252005
28	0.006928	0.0541	0.478513
29	0.041744	0.326	0.372759
30	-0.060018	-0.4688	0.320457
31	-0.018082	-0.1412	0.444078
32	-0.023188	-0.1811	0.428444
33	-0.028176	-0.2201	0.413278
34	0.02809	0.2194	0.413538
35	-0.008979	-0.0701	0.472162
36	-0.039197	-0.3061	0.380271
37	-0.025858	-0.202	0.42031
38	-0.019194	-0.1499	0.440665
39	0.030182	0.2357	0.407217
40	-0.03902	-0.3048	0.380793
41	-0.048593	-0.3795	0.352809
42	0.022207	0.1734	0.43144
43	0.058617	0.4578	0.324356
44	-0.018739	-0.1464	0.44206
45	0.01907	0.1489	0.441045
46	-0.051019	-0.3985	0.345839
47	-0.049567	-0.3871	0.350002
48	-0.008437	-0.0659	0.473838
49	0.04186	0.3269	0.372417
50	0.024722	0.1931	0.423767
51	0.019734	0.1541	0.439008
52	0.055339	0.4322	0.333555
53	0.032463	0.2535	0.400351
54	-0.01326	-0.1036	0.458929
55	0.056854	0.444	0.329291
56	0.013206	0.1031	0.459093
57	-0.01203	-0.094	0.462724
58	-0.004765	-0.0372	0.485216
59	0.030117	0.2352	0.407412
60	0.015886	0.1241	0.450833

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code